+209.7%
PH vs RY
+123.4%
+86.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | +0.1% |
| 7D | +4.3% | +0.6% | +3.8% | +3.9% |
| 30D | +0.1% | +5.0% | -4.9% | -4.1% |
| 3M | -9.4% | -5.3% | -4.1% | -5.4% |
| 6M | +8.8% | +13.8% | -5.1% | -3.0% |
| YTD | +9.6% | +21.0% | -11.3% | -7.4% |
| 1Y | +14.4% | +40.5% | -26.1% | -15.0% |
| 3Y | +134.5% | +159.7% | -25.1% | -0.7% |
| All | +209.7% | +123.4% | +86.3% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling